+35.3%
EMB vs ED
+136.7%
-101.4%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.7% |
| 7D | +0.5% | +2.1% | -1.6% | +0.3% |
| 30D | +0.9% | +12.4% | -11.5% | -0.3% |
| 3M | -2.1% | +13.1% | -15.2% | -3.3% |
| 6M | -2.2% | +14.1% | -16.3% | -3.6% |
| YTD | -0.6% | +23.1% | -23.7% | -2.8% |
| 1Y | +0.2% | +25.4% | -25.2% | -2.2% |
| 3Y | +29.5% | +47.9% | -18.3% | +23.6% |
| 5Y | +8.0% | +81.9% | -73.9% | +1.1% |
| 10Y | +35.3% | +141.3% | -105.9% | +20.2% |
| All | +35.3% | +136.7% | -101.4% | +20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ED wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling